+192.6%
COF vs JBHT
+186.6%
+6.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.8% |
| 7D | -6.2% | +0.9% | -7.1% | -6.7% |
| 30D | -1.7% | -1.1% | -0.6% | -1.4% |
| 3M | -10.2% | -14.8% | +4.6% | -3.7% |
| 6M | +4.2% | -7.4% | +11.6% | +5.6% |
| YTD | -18.2% | +17.3% | -35.6% | -28.0% |
| 1Y | -9.7% | +35.3% | -45.1% | -26.7% |
| 3Y | +95.0% | +33.9% | +61.1% | +50.4% |
| 5Y | +36.8% | +22.5% | +14.3% | +8.0% |
| 10Y | +192.6% | +181.3% | +11.3% | +16.4% |
| All | +192.6% | +186.6% | +6.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling